| Range | Return | Sharpe | Win% | Ave | Ave+ | Ave- | Max- | Underwater | Days % |
|---|---|---|---|---|---|---|---|---|---|
| 20 | 13 | 3.2 | 61 | 5 | 22 | (19) | (77) | (1) | 90 |
| 60 | 13 | 2.1 | 59 | 5 | 29 | (28) | (121) | (2) | 93 |
| 120 | 22 | 4.2 | 58 | 9 | 30 | (18) | (121) | (2) | 88 |
| 250 | 30 | 4.5 | 59 | 13 | 37 | (22) | (144) | (2) | 92 |
| 500 | 45 | 5.2 | 63 | 19 | 47 | (28) | (188) | (4) | 92 |
| 760 | 45 | 5.2 | 64 | 19 | 46 | (28) | (198) | (4) | 92 |
| 1260 | 38 | 4.7 | 63 | 16 | 42 | (28) | (338) | (4) | 93 |
| 2520 | 48 | 4.4 | 64 | 20 | 52 | (34) | (371) | (9) | 92 |
| All | 29 | 3.8 | 58 | 15 | 43 | (25) | (371) | (9) | 77 |
| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | R | Sharpe | Win% | Trades | MaxLoss | UW | Max | Ave |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Avg | 3.2 | 4.5 | 3.4 | 4 | 2 | 5.7 | 2.6 | 2.5 | 4.9 | 3.1 | 2.8 | 2.4 | 41 | 4.6 | 63.9 | 249.4 | (2.3) | (4.3) | 3.3 | 1 |
| 2017 | 4.8 | 3 | 0.7 | (0.5) | 1.1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 9.1 | 4.2 | 58.8 | 90 | (1.2) | (2) | 2.8 | 1 |
| 2016 | 5.4 | 7.2 | 7.6 | 3.5 | 2.4 | 5.8 | 3.1 | 0.9 | 6.2 | 1.3 | 3.2 | 0.3 | 46.9 | 5.4 | 64.3 | 249 | (1.9) | (2) | 3.3 | 1 |
| 2015 | 2.7 | 5.4 | 3.7 | 7.4 | 3.9 | 2.7 | 4 | 4.5 | 3.4 | 5.4 | 7.5 | 5.7 | 56.3 | 5.8 | 66.1 | 246 | (1.5) | (3.8) | 3.2 | 1 |
| 2014 | 1.5 | 6 | (2) | 2.3 | 3 | 3.7 | (0.3) | 3.9 | 4.2 | 6 | 2.1 | 5.2 | 35.6 | 4.2 | 63.2 | 250 | (2) | (3.6) | 3.8 | 1 |
| 2013 | 2.8 | 0.6 | 0.8 | 3.8 | 2.5 | 8.1 | 4.8 | 0.4 | 5.3 | 5.5 | (0.2) | 1.7 | 36.1 | 4.5 | 65.7 | 251 | (3.4) | (3.4) | 3.2 | 1 |
| 2012 | 3.6 | 3.1 | 6.8 | 2.8 | (2) | 8.4 | 1.3 | 3 | 5.5 | (2.8) | 1.3 | (0.8) | 30.2 | 3.2 | 60 | 251 | (2.7) | (8.7) | 3.1 | 1 |
| 2011 | 2.3 | 1.1 | 5.3 | 1.1 | 3.5 | (0.6) | (2) | 15.8 | 0.5 | 18.2 | 10 | (0.2) | 55 | 4.4 | 63.3 | 250 | (2.3) | (4.6) | 3.2 | 1.2 |
| 2010 | 4.3 | 2.4 | 1.7 | 5 | (1.1) | 6.8 | 4 | 6.8 | 2 | 6 | 5 | 2.5 | 45.4 | 4.6 | 66.1 | 247 | (3.7) | (4.1) | 3.5 | 1 |
| 2009 | 13.9 | 2.1 | 11.4 | 10.7 | 8.3 | 7.3 | 1.6 | 5.2 | 1.8 | 4.9 | 1.6 | 1.2 | 70 | 5.3 | 64.5 | 242 | (3.7) | (4.2) | 3.2 | 1.1 |
| 2008 | (3.7) | 4 | 3.6 | 6.5 | 0.7 | 0.6 | 2.5 | 2.2 | 11.7 | 26.4 | 15.2 | 16.1 | 85.8 | 4.5 | 59.7 | 230 | (2.5) | (5.2) | 3.2 | 1.1 |
| 2007 | 3 | 1.3 | (1.9) | 1.5 | 1.6 | 1 | 0.5 | 6.5 | 2.8 | 3.6 | 7.2 | (2.3) | 24.8 | 3.7 | 65 | 226 | (2.3) | (4.1) | 3.6 | 1.1 |
| 2006 | 2.4 | 2.5 | 1.4 | 1.8 | (0.4) | 3.9 | 0.4 | (0.5) | 1.5 | 1.2 | 1.4 | 1.4 | 17 | 3.6 | 58.1 | 214 | (1) | (3.3) | 3 | 1 |
| 2005 | (1.8) | 0.4 | (0.3) | 0.5 | 0.5 | 0.6 | 0.2 | 0.6 | (0.4) | (0.3) | 0.1 | 0.2 | 0.3 | 0.1 | 47.3 | 186 | (1.3) | (2.1) | 1.4 | 0.7 |
| 2004 | 1 | 0 | (0.1) | (1.7) | 0 | (0.4) | 0.6 | 0 | 0.7 | 1.5 | 0.8 | 0.9 | 3.3 | 1.4 | 46.6 | 173 | (0.8) | (3.6) | 1.8 | 0.7 |
| 2003 | 0.7 | (0.5) | 1.5 | 1.3 | 0.2 | (0.4) | 0.9 | 0.5 | 1.6 | 1.5 | 0.9 | 0.2 | 8.4 | 3.1 | 51 | 163 | (0.9) | (1.3) | 1.8 | 0.6 |
| 2002 | 0.2 | (0.2) | 0.8 | (0.2) | 0.4 | 0.3 | (0.1) | 1.3 | (0.1) | 0.8 | 1 | (0.2) | 4 | 3.2 | 40.4 | 109 | (0.4) | (0.8) | 0.6 | 0.4 |
| 2001 | 1.1 | (0.4) | (0.2) | 0.6 | 0.8 | 0 | (0.2) | (0.6) | (0.9) | 0 | 0.4 | 0 | 0.6 | 0.5 | 29.4 | 105 | (0.8) | (2.3) | 0.4 | 0.4 |
| 2000 | (0.6) | 0 | (0.2) | 0.1 | 0.2 | 0 | (0.1) | 0 | (0.4) | (0.2) | (0.4) | 0.2 | (1.4) | (1.7) | 28.3 | 93 | (0.5) | (1.5) | 0.4 | 0.4 |